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Other Assets (Derivative Instruments) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Dec. 31, 2018
AOCI from derivative hedging instruments:          
Balance at beginning of period $ (7,665) $ 8,245 $ 3,121 $ (11,424)  
Net (loss)/gain on Swaps (19,706) 7,915 (30,151) 27,584  
Amortization of de-designated hedging instruments, net (743) 0 (1,084) 0  
Balance at end of period (28,114) 16,160 (28,114) 16,160  
Interest Rate Contract          
Derivative [Line Items]          
Assets pledged 25,445   25,445   $ 32,803
Interest Rate Contract | Agency MBS, at fair value          
Derivative [Line Items]          
Assets pledged 2,603   2,603   2,735
Interest Rate Contract | Restricted cash          
Derivative [Line Items]          
Assets pledged 22,842   22,842   30,068
Swaps, at fair value          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 2,727,000   $ 2,727,000   $ 3,217,000
Weighted average fixed-pay rate 2.42%   2.42%   2.42%
Weighted Average Variable Interest Rate 2.43%   2.43%   2.56%
Interest income/(expense) attributable to Swaps $ 692 $ (808) $ 1,883 $ (3,640)  
Weighted average Swap rate paid 2.35% 2.05% 2.33% 2.04%  
Weighted average Swap rate received 2.46% 1.92% 2.48% 1.76%  
Swaps, at fair value | Within 30 days          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 0
Weighted average fixed-pay rate 0.00%   0.00%   0.00%
Weighted Average Variable Interest Rate 0.00%   0.00%   0.00%
Swaps, at fair value | Over 30 days to 3 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 100,000
Weighted average fixed-pay rate 0.00%   0.00%   1.71%
Weighted Average Variable Interest Rate 0.00%   0.00%   2.50%
Swaps, at fair value | Over 3 months to 6 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 100,000
Weighted average fixed-pay rate 0.00%   0.00%   1.71%
Weighted Average Variable Interest Rate 0.00%   0.00%   2.50%
Swaps, at fair value | Over 6 months to 12 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 200,000   $ 200,000   $ 0
Weighted average fixed-pay rate 2.05%   2.05%   0.00%
Weighted Average Variable Interest Rate 2.43%   2.43%   0.00%
Swaps, at fair value | Over 12 months to 24 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 1,730,000   $ 1,730,000   $ 1,630,000
Weighted average fixed-pay rate 2.30%   2.30%   2.27%
Weighted Average Variable Interest Rate 2.41%   2.41%   2.50%
Swaps, at fair value | Over 24 months to 36 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 500,000   $ 500,000   $ 800,000
Weighted average fixed-pay rate 2.73%   2.73%   2.57%
Weighted Average Variable Interest Rate 2.45%   2.45%   2.64%
Swaps, at fair value | Over 48 months to 60 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 297,000   $ 297,000   $ 417,000
Weighted average fixed-pay rate 2.88%   2.88%   2.88%
Weighted Average Variable Interest Rate 2.47%   2.47%   2.63%
Swaps, at fair value | Over 84 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 170,000
Weighted average fixed-pay rate 0.00%   0.00%   3.00%
Weighted Average Variable Interest Rate 0.00%   0.00%   2.66%
Swaps, at fair value | Hedging          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 2,700,000   $ 2,700,000    
Average maturity term of swaps     22 months    
Swaps, at fair value | Minimum | LIBOR          
Derivative [Line Items]          
Derivative, variable interest rate, term     1 month    
Swaps, at fair value | Maximum | Hedging          
Derivative [Line Items]          
Maximum maturity term of swaps     53 months    
Swaps, at fair value | Maximum | LIBOR          
Derivative [Line Items]          
Derivative, variable interest rate, term     3 months    
Swap | Non-Hedging          
Derivative [Line Items]          
Loss on derivative 7,400 $ 353 $ 16,300 $ 353  
Realized loss $ 6,300   $ 14,100